+112.2%
C vs BMRN
-30.4%
+142.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.4% | +2.6% | -3.0% | -0.8% |
| 30D | -5.2% | +4.3% | -9.4% | -5.9% |
| 3M | -9.1% | -17.1% | +8.0% | -6.1% |
| 6M | -1.6% | +5.7% | -7.3% | -3.3% |
| YTD | +6.9% | -3.9% | +10.8% | +6.8% |
| 1Y | +23.0% | +8.5% | +14.5% | +19.3% |
| 3Y | +216.1% | -32.0% | +248.1% | +231.5% |
| 5Y | +112.2% | -29.9% | +142.2% | +118.0% |
| All | +112.2% | -30.4% | +142.7% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling